Data through close

ITA max pain, gamma exposure (GEX) & options open interest

As of close · rank #1364 by open interest · snapshot page

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ITA's nearest-expiration max pain is 215.00 for 2026-10-16, its GEX flip is 154.95, net GEX is 704,568, its put/call open-interest ratio is 0.61. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
207.79
prev 208.04
Gamma max
235.40
+13.3% from close
Delta neutral
213.75
+2.9% from close
Gamma neutral
154.95
-25.4% from close
Open interest
26,687
+1.3% vs prev
Contracts listed
296
180 calls · 129 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
215.00
+3.5% from close
2026-10-16
GEX flip
154.95
-25.4% from close
Net GEX
704,568
2,640,116 per 100k OI
Call wall
250.00
+20.3% from close
Put wall
240.00
+15.5% from close
Put/call OI
0.61
10,121 puts / 16,566 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
50.6
within trailing 52-week range
Front / back ATM IV
+24.8% / +23.3%
1.6 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+3.3%
front-window midpoint premium
25Δ risk reversal
1.0 pp
put IV minus call IV
IV butterfly
7.5 pp
front-window smile convexity
Volume / open interest
0.04
1,035 contracts traded
Normalized net delta
-0.059
option-holder convention
Modeled dealer delta
0.059
opposite-side scenario
Vanna / 100k OI
3,519
volatility-sensitive delta
Charm / 100k OI
39,131
time-decay-sensitive delta
IV surface range
85.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ITA closed 13.3% below its gamma max of 235.40. It is 2.9% below the delta neutral price of 213.75. Total open interest is 26,687, +1.3% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← GH (#1363) DPZ (#1365) →

Questions people ask about ITA

Where is ITA's gamma max today?

As of Oct 2, 2026, the gamma max for ITA is 235.40, +13.3% from the 207.79 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is ITA above or below its delta neutral price?

ITA closed below delta neutral: 207.79 against a delta neutral price of 213.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ITA have?

26,687 contracts of open interest across 296 listed contracts on Oct 2, 2026, +1.3% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.